A native macOS app where your AI agent loads your data, builds and backtests strategies, stress-tests them out-of-sample, and trains reinforcement-learning agents — live, in front of you. Connect Claude, Cursor, or any MCP agent.
One app · your agent · the whole research loop
Your agent doesn't just generate a strategy. It backtests it, proves it out-of-sample, learns from the market, and shows you what actually holds up.
Connect Claude, Cursor, or any MCP agent. 30 tools let it load data, build strategies, backtest, validate and train RL — autonomously.
Every step renders in a native app: strategies, equity curves, training reward curves. You see the agent think — not a black box.
Walk-forward and Monte-Carlo on every run. A robustness verdict tells you what holds up out-of-sample vs. what's overfit.
Train DQN trading agents (single or portfolio) in pure Rust — live reward curve, IS/OOS eval, then ask the model for the current signal.
Every backtest and model is auto-archived. Pin the winners, delete the rest, compare them side by side — built for running hundreds.
Millions of bars/sec, intrabar precision, 10GB+ datasets via mmap, 30+ institutional metrics (Sharpe, Sortino, VaR, CVaR).
A Rust engine doing millions of bars/sec is what lets the agent sweep thousands of strategies and train RL agents while you watch.
*Benchmark based on BTCUSDT 1m full event simulation.
Detailed feature breakdown for quantitative researchers.
| Core Capabilities | RLX (Rust) | VectorBT | Backtrader |
|---|---|---|---|
| AI-Agent Tools | ✅ Native Prompt | ❌ | ❌ |
| Parallel Grid Search | ✅ Rayon/CPU | Partial | ❌ |
| Intrabar Simulation | ✅ Accurate | ❌ Vectorized | ❌ Basic |
| Institutional Metrics | 30+ | ~15 | ~10 |
| RL Environment | ✅ Integrated | ❌ | ❌ |
| Zero-Copy Data | ✅ PyO3/Numpy | ✅ | ❌ |
Connect your agent over MCP and tell it what to research. It runs the full loop and surfaces results in the app — you stay in the loop, not in the weeds.
The agent inspects your data, drafts a strategy, validates the rules, and runs the backtest — every run archived as a report.
Out-of-sample validation and bootstrapped risk-of-ruin tell you whether the edge is real or just curve-fit to the past.
Spin up a reinforcement-learning trader that learns from the market — watch the reward curve climb and check it out-of-sample.
“What's the call right now?” The trained model runs on the latest window and returns a long / short / flat signal in real time.
Open the app, point Claude Desktop or Cursor at its MCP endpoint, and start a conversation. No code, no notebooks — just tell the agent what to test.
Download the Mac app, connect your agent, and run your first researched, out-of-sample-validated strategy today.